19 citations · 46 across the 17 of their papers we have counts for
6 papers · 1 filter
A General Framework for Empirical Bayes Estimation in Discrete Linear Exponential Family
Trambak Banerjee, Qiang Liu, Gourab Mukherjee +1
We develop a Nonparametric Empirical Bayes (NEB) framework for compound estimation in the discrete linear exponential family, which includes a wide class of discrete distributions…
Sparse Minimax Optimality of Bayes Predictive Density Estimates from Clustered Discrete Priors
Ujan Gangopadhyay, Gourab Mukherjee
We consider the problem of predictive density estimation under Kullback-Leibler loss in a high-dimensional Gaussian model with exact sparsity constraints on the location parameters…
On Minimax Optimality of Sparse Bayes Predictive Density Estimates
Gourab Mukherjee, Iain M. Johnstone
We study predictive density estimation under Kullback-Leibler loss in -sparse Gaussian sequence models. We propose proper Bayes predictive density estimates and establish a…
Efficient Empirical Bayes prediction under check loss using Asymptotic Risk Estimates
Gourab Mukherjee, Lawrence D. Brown, Paat Rusmevichientong
We develop a novel Empirical Bayes methodology for prediction under check loss in high-dimensional Gaussian models. The check loss is a piecewise linear loss function having differ…
On the within-family Kullback-Leibler risk in Gaussian Predictive models
Gourab Mukherjee, Iain M. Johnstone
We consider estimating the predictive density under Kullback-Leibler loss in a high-dimensional Gaussian model. Decision theoretic properties of the within-family prediction error…
Exact minimax estimation of the predictive density in sparse Gaussian models
Gourab Mukherjee, Iain M. Johnstone
We consider estimating the predictive density under Kullback-Leibler loss in an sparse Gaussian sequence model. Explicit expressions of the first order minimax risk along…